-23.3%
ONON vs VALE
+45.9%
-69.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.5% | -1.8% | -1.6% | -3.0% |
| 30D | -30.8% | +6.7% | -37.4% | -32.1% |
| 3M | -29.8% | +4.9% | -34.7% | -31.0% |
| 6M | -34.8% | +3.6% | -38.4% | -35.9% |
| YTD | -42.3% | +21.9% | -64.1% | -46.3% |
| 1Y | -39.5% | +61.6% | -101.1% | -48.7% |
| 3Y | -9.3% | +52.1% | -61.4% | -23.2% |
| All | -23.3% | +45.9% | -69.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling